Sunless Skies In Real Life.

Now, you may be wincing at the amount of madness I am about to spout, but this is entirely scientifically possible. Yes, the setting is supposed to be entirely fictional, and I only know of it because I put two and two together. Now, you need two things, both very real, to get the conditions needed for this setting. One: a gas torus. Now, there are only a couple gas tori in the solar system, none of them habitable. They are what they sound like- tori of gas, very thin, caused by an atmosphere gathering in the magnetic field of a planet (or star, as it is in The Integral Trees, a novel about one large enough to create a breathable one) since only a gas giant orbiting a star could cause this, we'll be using that example. So we have a gas torus, with a breathable atmosphere in the center.Two: an asteroid belt. An asteroid belt is probably something everyone knows about, but I'll go through it in a bit more detail. An asteroid belt is formed when a gas giant prevents an amount of matter from condensing into a planet. They are, essentially, mountains in space.Conclusion: Now, you probably know what it is. We put the gas torus onto the asteroid belt. We get asteroids with plants, water, and a beautiful view. Normally, asteroids are, on average, separated by distances of 2 million miles(3.2 million kilometers) but I THINK that, due to a greater gravitational force pulling on them from the habitable zone of the gas torus(all the air and gas) they'll be more likely to be orbiting along the same path, and as such, you have a long string of them. Hope you enjoyed what I call 'the most fantastical scientifically possible setting'.

Well, I'm fairly sure you'd need a lot more asteroids really; making them orbit inside a gas torus would limit the number of stable orbits somewhat, but not nearly enough to make them that dense. Or you could just have them clustered more.

The StoryNexus game Maelstrom (not updated for a few years but still good) is basically this setting.